Kenneth R. French

ScholarGPS® ID: 45188258183188

Highly Ranked Scholar - Lifetime:

#1,119

Overall (All Fields)

#110

#35

Show Less

Affiliation

Dartmouth College, Hanover, United States

Affiliation History

Field

Social Sciences

Discipline

Economics

Top Specialties

Metrics Summary

Publication Count

119

Predicted Citations

135,478

Predicted h-index

Ranking

Publications and Citation History

Publications based on Top Specialties

Types of Publication

Publications
Books
Patents
NIH/NSF

Add Delete
Production of U.S. SMB and HML in the Fama-French Data Library (journal article) Fama, Eugene F. \| French, Kenneth R. SSRN Electronic Journal (2023). 10.2139/ssrn.4629613 Cited by (1) \| Cite \| Source
Regional Prosperity and Its Spillovers (journal article) Fama, Eugene F. \| French, Kenneth R. SSRN Electronic Journal (2023). 10.2139/ssrn.4561454 Cite \| Source
The Value Premium (journal article) Fama, Eugene F \| French, Kenneth R The Review of Asset Pricing Studies, volume 11, issue 1, pages 105-121 (2021). 10.1093/rapstu/raaa021 Cited by (44) \| Cite \| Source
Comparing Cross-Section and Time-Series Factor Models (journal article) Fama, Eugene F \| French, Kenneth R The Review of Financial Studies, volume 33, issue 5, pages 1891-1926 (2020). 10.1093/rfs/hhz089 Cited by (127) \| Cite \| Source
House Prices and Rents (journal article) Fama, Eugene F. \| French, Kenneth R. SSRN Electronic Journal (2020). 10.2139/ssrn.3726129 Cite \| Source
The Value Premium (journal article) Fama, Eugene F. \| French, Kenneth R. SSRN Electronic Journal (2020). 10.2139/ssrn.3525096 Cited by (11) \| Cite \| Source
Long-Horizon Returns (journal article) Fama, Eugene F \| French, Kenneth R The Review of Asset Pricing Studies, volume 8, issue 2, pages 232-252 (2018). 10.1093/rapstu/ray001 Cited by (48) \| Cite \| Source
Volatility Lessons (journal article) Fama, Eugene F. \| French, Kenneth R. Financial Analysts Journal, volume 74, issue 3, pages 42-53 (2018). 10.2469/faj.v74.n3.6 Cited by (15) \| Cite \| Source
Choosing factors (journal article) Fama, Eugene F. \| French, Kenneth R. Journal of Financial Economics, volume 128, issue 2, pages 234-252 (2018). 10.1016/j.jfineco.2018.02.012 Cited by (645) \| Cite \| Source
Comparing Cross-Section and Time-Series Factor Models (journal article) Fama, Eugene F. \| French, Kenneth R. SSRN Electronic Journal (2018). 10.2139/ssrn.3255748 Cited by (10) \| Cite \| Source
International tests of a five-factor asset pricing model (journal article) Fama, Eugene F. \| French, Kenneth R. Journal of Financial Economics, volume 123, issue 3, pages 441-463 (2017). 10.1016/j.jfineco.2016.11.004 Cited by (539) \| Cite \| Source
Volatility Lessons (journal article) Fama, Eugene F. \| French, Kenneth R. SSRN Electronic Journal (2017). 10.2139/ssrn.3081101 Cite \| Source
Long-Horizon Returns (journal article) Fama, Eugene F. \| French, Kenneth R. SSRN Electronic Journal (2017). 10.2139/ssrn.2973516 Cited by (6) \| Cite \| Source
Choosing Factors (journal article) Fama, Eugene F. \| French, Kenneth R. SSRN Electronic Journal (2016). 10.2139/ssrn.2834871 Cited by (9) \| Cite \| Source
Dissecting Anomalies with a Five-Factor Model (journal article) Fama, Eugene F. \| French, Kenneth R. Review of Financial Studies, volume 29, issue 1, pages 69-103 (2016). 10.1093/rfs/hhv043 Cited by (604) \| Cite \| Source
Incremental variables and the investment opportunity set (journal article) Fama, Eugene F. \| French, Kenneth R. Journal of Financial Economics, volume 117, issue 3, pages 470-488 (2015). 10.1016/j.jfineco.2015.05.001 Cited by (53) \| Cite \| Source
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (book chapter) In The World Scientific Handbook of Futures Markets Fama, Eugene F. \| French, Kenneth R. WORLD SCIENTIFIC (2015) 10.1142/9789814566926_0004 Cited by (3) \| Cite \| Source
A five-factor asset pricing model (journal article) Fama, Eugene F. \| French, Kenneth R. Journal of Financial Economics, volume 116, issue 1, pages 1-22 (2015). 10.1016/j.jfineco.2014.10.010 Cited by (4,559) \| Cite \| Source \| Open Access
Choosing Factors (journal article) Fama, Eugene F. \| French, Kenneth R. SSRN Electronic Journal (2015). 10.2139/ssrn.2668236 Cited by (6) \| Cite \| Source
International Tests of a Five-Factor Asset Pricing Model (journal article) Fama, Eugene F. \| French, Kenneth R. SSRN Electronic Journal (2015). 10.2139/ssrn.2622782 Cited by (227) \| Cite \| Source